• Performing detailed testing of market risk models and counterparty credit risk models
• Contributing toward the continuous improvement in efficiency and effectiveness of the processes that you are involved in, including discussion of overall team strategy
• Collaborating with other model stakeholders such as Front Office, Quantitative Analytics, Market Risk, Counterparty Credit Risk and Line Product Control
• Communicating clearly and concisely complex ideas and concepts to a range of audiences in a variety of circumstances
• Solving complex problems, both quantitative and qualitative in nature
• Performing and documenting analysis and testing of various model types
Background
- Experience in a leading bank
- Development or Validation experience
- MSc or PHD preferred
- Python experience preferred
